An innovations approach to optimal control of linear stochastic systems with time delay.

Anders Lindquist

Published in: Inf. Sci. (1969)

Keyphrases

optimal control
stochastic systems
control problems
linear quadratic
dynamic programming
stochastic models
control strategy
feedback control
reinforcement learning
infinite horizon
control law
machine learning
average cost
confidence intervals
chaotic systems
control method
sample path
sufficient conditions